Research

Title Author Year
James Stein for Eigenvectors Lisa Goldberg; Alec Kercheval 2022
The Dispersion Bias Lisa Goldberg; Alex Papanicolaou; Alex Shkolnik 2022
Sustainable Investing From a Practitioner's Viewpoint: What's in Your ESG Porfolio? Jeffrey Bohn; Lisa Goldberg; Simge Ulucam 2021
Multi Anchor Point Shrinkage for the Sample Covariance Matrix Hubeyb Gurdogan; Alec Kercheval 2021
James-Stein estimation of the first principal component Alex Shkolnik 2021
Collateralized Networks Samim Ghamami; Paul Glasserman; Peyton Young 2021
A resampling approach for causal inference on novel two-point time-series with application to identify risk factors for type-2 diabetes and cardiovascular disease Xiaowu Dai; Saad Mouti; Marjorie Lima Do Vale; Sumantra Ray; Jeffrey Bohn; Lisa Goldberg 2021
Tax-Rate Arbitrage: Realization of Long-Term Gains to Enable Short-Term Loss Harvesting Lisa Goldberg; Taotao Cai; Pete Hand 2021
The Implied Futures Financing Rate Nick Gunther; Robert Anderson; Lisa Goldberg; Alex Papanicolaou 2021
Submodular Risk Allocation Samim Ghamami; Paul Glasserman 2019